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IVLU vs. VFFVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IVLU vs. VFFVX

Last updated Jun 9, 2026

IVLU (iShares MSCI Intl Value Factor ETF) and VFFVX (Vanguard Target Retirement 2055 Fund) are both funds - IVLU is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Enhanced Value, while VFFVX is a Target Retirement Date fund managed by Vanguard. Over the past 10 years, IVLU returned 11.09%/yr vs 11.49%/yr for VFFVX. A 0.78 correlation means they provide meaningful diversification when combined. IVLU charges 0.30%/yr vs 0.08%/yr for VFFVX.

Performance

IVLU vs. VFFVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Value Factor ETF (IVLU) and Vanguard Target Retirement 2055 Fund (VFFVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVLU achieves a 10.99% return, which is significantly higher than VFFVX's 8.56% return. Both investments have delivered pretty close results over the past 10 years, with IVLU having a 11.09% annualized return and VFFVX not far ahead at 11.49%.

IVLU

1D
0.45%
1M
0.05%
YTD
10.99%
6M
14.55%
1Y
32.63%
3Y*
23.34%
5Y*
13.74%
10Y*
11.09%

VFFVX

1D
-2.80%
1M
-0.83%
YTD
8.56%
6M
9.42%
1Y
23.27%
3Y*
18.33%
5Y*
9.49%
10Y*
11.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVLU vs. VFFVX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IVLU
iShares MSCI Intl Value Factor ETF		10.99%46.09%6.76%20.07%-5.73%15.60%-4.50%15.60%-15.10%23.10%
VFFVX
Vanguard Target Retirement 2055 Fund		8.56%21.44%14.50%20.39%-17.48%16.44%16.33%24.98%-7.88%21.39%

Correlation

The correlation between IVLU and VFFVX is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2015

0.78

The correlation between IVLU and VFFVX has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

IVLU vs. VFFVX - Sectors Allocation Comparison

Sectors
IVLU
VFFVX

Financial Services

25.3%
16.1%

Industrials

17.2%
12.4%

Technology

11.3%
27.3%

Healthcare

9.7%
8.3%

Basic Materials

7.5%
4.3%

Consumer Cyclical

7.4%
9.4%

Consumer Defensive

6.3%
4.8%

Energy

5.1%
4.3%

Communication Services

4.0%
8.0%

Utilities

3.3%
2.7%

Real Estate

1.5%
2.5%

Financial Services

IVLU
25.3%
VFFVX
16.1%

Industrials

IVLU
17.2%
VFFVX
12.4%

Technology

IVLU
11.3%
VFFVX
27.3%

Healthcare

IVLU
9.7%
VFFVX
8.3%

Basic Materials

IVLU
7.5%
VFFVX
4.3%

Consumer Cyclical

IVLU
7.4%
VFFVX
9.4%

Consumer Defensive

IVLU
6.3%
VFFVX
4.8%

Energy

IVLU
5.1%
VFFVX
4.3%

Communication Services

IVLU
4.0%
VFFVX
8.0%

Utilities

IVLU
3.3%
VFFVX
2.7%

Real Estate

IVLU
1.5%
VFFVX
2.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Intl Value Factor ETF

Vanguard Target Retirement 2055 Fund

Often compared with IVLU:
IVLU vs. DFIVIVLU vs. VXUSIVLU vs. FIVAIVLU vs. IDMOIVLU vs. IEFAIVLU vs. DISVIVLU vs. SFNNX
Often compared with VFFVX:
VFFVX vs. VOOVFFVX vs. FXAIXVFFVX vs. FDEWXVFFVX vs. SPYVFFVX vs. FDEEXVFFVX vs. VTIVFFVX vs. SWYJX

Return for Risk

IVLU vs. VFFVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IVLU
IVLU Risk / Return Rank: 6969
Overall Rank
IVLU Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IVLU Sortino Ratio Rank: 7272
Sortino Ratio Rank
IVLU Omega Ratio Rank: 7272
Omega Ratio Rank
IVLU Calmar Ratio Rank: 6262
Calmar Ratio Rank
IVLU Martin Ratio Rank: 6464
Martin Ratio Rank
VFFVX
VFFVX Risk / Return Rank: 5353
Overall Rank
VFFVX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VFFVX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VFFVX Omega Ratio Rank: 5151
Omega Ratio Rank
VFFVX Calmar Ratio Rank: 5454
Calmar Ratio Rank
VFFVX Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IVLU vs. VFFVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Value Factor ETF (IVLU) and Vanguard Target Retirement 2055 Fund (VFFVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

IVLUVFFVXDifference
Sharpe ratioReturn per unit of total volatility
2.14
2.05

+0.09

Sortino ratioReturn per unit of downside risk
2.92
2.80

+0.13

Omega ratioGain probability vs. loss probability

1.38

1.38

+0.01

Calmar ratioReturn relative to maximum drawdown

2.80

2.71

+0.09

Martin ratioReturn relative to average drawdown

10.66

11.96

-1.31

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IVLU vs. VFFVX - Sharpe Ratio Comparison

The current IVLU Sharpe Ratio is 2.14, which is comparable to the VFFVX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of IVLU and VFFVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

IVLUVFFVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

2.05

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.67

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.76

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.75

-0.28

Drawdowns

IVLU vs. VFFVX - Drawdown Comparison

The maximum IVLU drawdown since its inception was -41.85%, which is greater than VFFVX's maximum drawdown of -31.40%. Use the drawdown chart below to compare losses from any high point for IVLU and VFFVX.

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Drawdown Indicators

IVLUVFFVXDifference

Max Drawdown

Largest peak-to-trough decline

-41.85%

-31.40%

-10.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-8.93%

-2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-15.48%

-14.52%

-0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-25.39%

-0.65%

Max Drawdown (10Y)

Largest decline over 10 years

-41.85%

-31.40%

-10.45%

Current Drawdown

Current decline from peak

-2.27%

-3.22%

+0.95%

Average Drawdown

Average peak-to-trough decline

-8.59%

-4.14%

-4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.02%

+1.05%

Volatility

IVLU vs. VFFVX - Volatility Comparison

iShares MSCI Intl Value Factor ETF (IVLU) has a higher volatility of 4.47% compared to Vanguard Target Retirement 2055 Fund (VFFVX) at 4.17%. This indicates that IVLU's price experiences larger fluctuations and is considered to be riskier than VFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IVLUVFFVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

4.17%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

9.56%

+2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

15.33%

11.80%

+3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

14.23%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.67%

15.12%

+2.55%

IVLU vs. VFFVX - Expense Ratio Comparison

IVLU has a 0.30% expense ratio, which is higher than VFFVX's 0.08% expense ratio.

Dividends

IVLU vs. VFFVX - Dividend Comparison

IVLU's dividend yield for the trailing twelve months is around 3.34%, more than VFFVX's 1.92% yield.

PositionTTM20252024202320222021202020192018201720162015
IVLU
iShares MSCI Intl Value Factor ETF		3.34%3.71%4.46%4.69%3.59%3.47%2.05%3.53%2.82%2.87%2.53%0.93%
VFFVX
Vanguard Target Retirement 2055 Fund		1.92%2.08%2.31%2.18%2.19%10.03%1.82%2.15%2.35%1.83%1.99%1.98%

Frequently Asked Questions

IVLU and VFFVX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVLU has higher volatility (4.47%) compared to VFFVX (4.17%). In terms of maximum drawdown, IVLU dropped -41.85% vs VFFVX's -31.40%.

IVLU currently has the higher Sharpe Ratio (2.14 vs 2.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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